+496.7%
CSX vs TEL
+291.3%
+205.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | -3.2% | -4.1% | +0.9% | -1.5% |
| 3M | +2.6% | -2.6% | +5.2% | +3.0% |
| 6M | +19.8% | 0.0% | +19.8% | +17.1% |
| YTD | +34.7% | -9.1% | +43.7% | +36.9% |
| 1Y | +52.1% | -0.8% | +53.0% | +46.1% |
| 3Y | +68.4% | +67.4% | +1.1% | +16.0% |
| 5Y | +65.1% | +51.8% | +13.4% | +17.4% |
| 10Y | +496.7% | +299.4% | +197.3% | +140.1% |
| All | +496.7% | +291.3% | +205.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling